February 07, 2023 04:26 GMT
RBA Dated OIS Shifts Higher As Bank Signals More Than 1 Additional Hike To Come
STIR
OIS Strip Post-RBA (%) | OIS Strip Pre-RBA (%) | OIS Strip Post-Q4 CPI (%) | |
Feb-23 | 3.32% | 3.32% | 3.30% |
Mar-23 | 3.52% | 3.49% | 3.46% |
Apr-23 | 3.69% | 3.57% | 3.55% |
May-23 | 3.79% | 3.67% | 3.64% |
Jun-23 | 3.89% | 3.72% | 3.68% |
Jul-23 | 3.95% | 3.74% | 3.74% |
Aug-23 | 3.96% | 3.74% | 3.77% |
Sep-23 | 3.95% | 3.72% | 3.76% |
Oct-23 | 3.94% | 3.72% | 3.75% |
Nov-23 | 3.91% | 3.70% | 3.71% |
Dec-23 | 3.86% | 3.66% | 3.68% |
Feb-24 | 3.81% | 3.62% | 3.62% |
Fig. 1: The Recent Evolution Of RBA-Dated OIS Pricing
Source: MNI - Market News/Bloomberg
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